+291.1%
NSC vs WST
+449.7%
-158.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +1.6% | +4.9% | -3.2% | +0.6% |
| 30D | +4.2% | +10.7% | -6.5% | +1.9% |
| 3M | -0.2% | +16.8% | -17.1% | -3.6% |
| 6M | +7.6% | +32.0% | -24.4% | +0.9% |
| YTD | +17.4% | +49.9% | -32.6% | +6.6% |
| 1Y | +18.3% | +50.6% | -32.3% | +7.2% |
| 3Y | +79.8% | +21.4% | +58.4% | +60.6% |
| 5Y | +34.3% | -0.6% | +34.9% | +24.1% |
| All | +291.1% | +449.7% | -158.6% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling